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FITIX vs. FTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITIX vs. FTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Mid Cap II Fund Class M (FITIX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). The values are adjusted to include any dividend payments, if applicable.

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FITIX vs. FTSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FITIX
Fidelity Advisor Mid Cap II Fund Class M
1.16%11.29%22.41%14.40%-15.22%24.61%18.05%23.04%
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
3.61%6.04%11.86%18.52%-17.63%25.29%19.19%26.72%

Returns By Period

In the year-to-date period, FITIX achieves a 1.16% return, which is significantly lower than FTSIX's 3.61% return.


FITIX

1D
-1.46%
1M
-8.88%
YTD
1.16%
6M
5.29%
1Y
21.13%
3Y*
15.20%
5Y*
8.50%
10Y*
11.01%

FTSIX

1D
-0.79%
1M
-6.26%
YTD
3.61%
6M
6.00%
1Y
15.31%
3Y*
10.74%
5Y*
5.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FITIX vs. FTSIX - Expense Ratio Comparison

FITIX has a 1.25% expense ratio, which is lower than FTSIX's 2.69% expense ratio.


Return for Risk

FITIX vs. FTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FITIX
FITIX Risk / Return Rank: 5353
Overall Rank
FITIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FITIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FITIX Omega Ratio Rank: 5151
Omega Ratio Rank
FITIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FITIX Martin Ratio Rank: 5959
Martin Ratio Rank

FTSIX
FTSIX Risk / Return Rank: 3939
Overall Rank
FTSIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FTSIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FTSIX Omega Ratio Rank: 3434
Omega Ratio Rank
FTSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FTSIX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FITIX vs. FTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mid Cap II Fund Class M (FITIX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FITIXFTSIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.80

+0.17

Sortino ratio

Return per unit of downside risk

1.42

1.27

+0.16

Omega ratio

Gain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratio

Return relative to maximum drawdown

1.27

1.06

+0.21

Martin ratio

Return relative to average drawdown

5.59

4.30

+1.29

FITIX vs. FTSIX - Sharpe Ratio Comparison

The current FITIX Sharpe Ratio is 0.97, which is comparable to the FTSIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FITIX and FTSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FITIXFTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.80

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.27

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.51

-0.02

Correlation

The correlation between FITIX and FTSIX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FITIX vs. FTSIX - Dividend Comparison

FITIX's dividend yield for the trailing twelve months is around 7.35%, more than FTSIX's 0.62% yield.


TTM20252024202320222021202020192018201720162015
FITIX
Fidelity Advisor Mid Cap II Fund Class M
7.35%10.82%11.68%2.52%5.82%19.35%1.01%3.07%10.58%7.57%9.20%4.84%
FTSIX
Fuller & Thaler Behavioral Small-Mid Core Equity Fund
0.62%0.64%0.84%0.85%0.95%5.50%0.35%2.16%0.00%0.00%0.00%0.00%

Drawdowns

FITIX vs. FTSIX - Drawdown Comparison

The maximum FITIX drawdown since its inception was -53.22%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for FITIX and FTSIX.


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Drawdown Indicators


FITIXFTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.22%

-42.12%

-11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-13.29%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-27.57%

+2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

Current Drawdown

Current decline from peak

-9.87%

-6.80%

-3.07%

Average Drawdown

Average peak-to-trough decline

-8.11%

-7.80%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.27%

+0.10%

Volatility

FITIX vs. FTSIX - Volatility Comparison

Fidelity Advisor Mid Cap II Fund Class M (FITIX) has a higher volatility of 7.69% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that FITIX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FITIXFTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

5.08%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.44%

11.04%

+2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

20.05%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

19.10%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

23.47%

-2.42%